If I had a .338 winchester magnum, as someday I would like to, I would not hestitate to use it on either deer or pronghorn antelope. As someone pointed out, larger, heavier bullets won't expand on deer -- which means they won't destroy a bunch of meat -- but they will probably kill the deer or antelope just as effectively. Larger calibers may also qualify -- .375 H&H, .416.

Obviously you don't need .338 to kill deer or antelope. But what if it is raining, your other guns (.30-06, .25-06, .243) are all nice wooden stocked guns, and your .338 is stainless with a synthetic stock, which rifle do you take into the steady rain?

Of course, you have to be careful of your backstops with such a powerful cartridge, but you are supposed to be taking care that your bullet is safely contained even if you miss your target anyway.